Regression by country stata

Regression by country stata. Quantile regression (QR) estimates the conditional quantile function assuming that it is linear in X: Q. Jan 2, 2024 · We can use Stata's two-way connected command to create separate line graphs for a selected set of countries. Use the following codes: Dec 15, 2017 · Your justification should include some thoughts on that. estimates store model3. What you want to do is lag the other Jun 11, 2018 · Thank you very much for your code and command. Stata's margins and marginsplot commands are powerful tools for creating graphs for complex models, including those with interactions. Jun 1, 2015 · Panel regression on subsamples. regress y x_1 x_2> [aweight=n] Mar 11, 2024 · The FE regression model has n different intercepts, one for each entity. 3 Factor variables. However, we can do a couple extra bonus things to make our model even richer. year, i. We create variable y and code it as 1 and 2, and this Statistical software for data science | Stata when you need the matrix stored as a Stata matrix so that you can further manipulate it. 1 Converting continuous variables to indicator variables Stata treats logical expressions as taking on the values true or false, which it identiﬁes with the numbers 1 and 0; see [U] 13 Functions and expressions Jan 19, 2018 · Moreover, as bug fixes and new features are issued frequently by StataCorp, make sure that you update your Stata before posting a query, as your problem may already have been solved. e. 4. Look at the overall statistics: the log-likelihood, the corresponding chi-square statistic, and so forth. For instance, we can test if the coefficient on the third drug is equal to the coefficient on the fourth. Pooling data and constraining residual variance. The concepts will be reinforced with exercises Most commands in Stata now allow factor variables; see [U] 11. - gen var = _b[gr_gdp] // after running the regression by country. forvalues i = 1/1324 {. Introduction to cluster analysis commands. clear—used in tsset, clear—makes Stata forget that the data ever were tsset. com Subscribe to our channel for useful academic writing videos; including essay writing, dissertation Jun 18, 2018 · Unfortunately, given that I have 9 regressions, the output tables don't fit on either LateX or Stata. o eststo provides the possibility to store estimates without the. Cox, N. differences are: o eststo does not require the user to specify a name for the stored. When you publish your work, it is typical to include a table of descriptive statistics, commonly known as a "Table 1"; this provides your reader with some information about your sample. year The response w Nov 16, 2022 · There is another way to approach selection whenever equality with any of several integer values is the criterion. Stata Journal 19: 200–209. You first need to create a variable that takes the value of t=0 GDP for that country for all years. Stata Journal 12: 332–341. (Hampel, 1986). Bar graphs. com xtreg — Fixed-, between-, and random-effects and population-averaged linear models+ +This command includes features that are part ofStataNow. May 24, 2020 · With a simple calculation, we can find the value of β0 and β1 for minimum RSS value. This course is intended as an overview of the theoretical concepts necessary to understand regression models and how to implement them using Stata. set more off. Goal: to estimate how the relationship between logging profits and rainforest area changes over time, while The variables stored in the file will be denoted as follows: y dependent variable; x1, x2, x3, x4 set of explanatory numerical variables; z1, z2 set of explanatory categorical variables. The if condition in a regression command would restrict this regression on the subsample that satisfies this condition. matrix R = corr(R) The ﬁrst line places the cross-product matrix of the data in matrix R. For my final thesis I'm running regressions on macroeconomic data, in which the dependent variable is the level of mergers and acquisitions between two countries, and the independent variables are a set of control variables. Speaking Stata: Concatenating values over observations. exp list speciﬁes the statistics to be collected from the execution of Aug 22, 2018 · What goes on at a more technical level is that two-way clustering amounts to adding up standard errors from clustering by each variable separately and then subtracting standard errors from clustering by the interaction of the two levels, see Cameron, Gelbach and Miller for details. We add a linear regression prediction. Speaking Stata: Graphs for all seasons. Your independent variable (income) and dependent variable (happiness) are both quantitative, so you can Apr 8, 2017 · If I understand your question you can estimate it as Delta GDP_t = Alpha + Beta GDP_0 where 0 is the initial year GDP in your single country. sysuse auto. If I add a country dummy, I account for static differences per country. qui reg Re_Rf Rm_Rf if fyear <= `yr' & fyear >= `yr'-3 & CompanyID== `co'. New in Stata 18. 5. #2. How can I plot two variables for each country within one group and put it in one graph? Mar 12, 2020 · We can see that cars with higher weights tend to have lower miles per gallon. You might also compare these characteristics across Nov 16, 2022 · To view examples, scroll over the categories below and select the desired thumbnail on the menu at the right. Oct 9, 2015 · However, there are some general principles courtesy of Cameron and Miller's JHR paper. Command ‘renvars’ is user-written, you need Nov 16, 2022 · Answer. Share. ) But you don't want to lag the year variable anyway: that would make no sense. The final estimation would give a bunch of country coefficients. Jan 6, 2015 · 08 Jan 2015, 19:54. 2002. log, replace. When constraints() is not speciﬁed, the estimates are obtained using OLS, and noisure has no effect. Today, I want to show you how to use margins and twoway contour to graph predictions from a model that includes an interaction between two continuous Aug 23, 2021 · However, when I use i. Range and area plots. 2. options 2. There are two steps involved to do fixed-effects modeling. Equally as important as its ability to fit statistical models with cross-sectional time-series data is Stata's ability to provide meaningful summary eststo is an alternative to official Stata's estimates store. 2012. label variable urb_reg4 “interaction urban*reg4 (Europe)”. Jun 13, 2018 · 13 Jun 2018, 00:22. The commands shown are fully explained in the Stata official Feb 19, 2020 · Simple linear regression example. 1. The regress command will be followed by the command: test age1ht age2ht. So this is the STATA code: encode country, g (country_number) regress lifeexp logGDPpercap i. xtintreg ylower yupper x1 x2 x3. Capture the country-specific coefficients of my independent variable. Carlos Mendez Associate Professor of Development Economics. speciﬁesthevalue#asthebase Nov 16, 2022 · Clarification on analytic weights with linear regression. skipped if pop_linear ==1. Logistic Regression Model: p = 1 / (1 + e^- (β0 + β1X1 + β2X2 + … + βnXn)) In the formula: p represents the Apr 29, 2017 · forval yr = 1994/2010 {. Ability to add new clustering methods and utilities. drug. country i. xtset id. In addition, Stata can perform the Breusch and Pagan Lagrange multiplier (LM) test for random effects and can calculate various predictions, including the random effect, based on the estimates. Regression modeling is a fundamental tool for researchers who want to establish causal quantitative relationships from observational data. The incorrect group ID approach only computes the interaction Dec 6, 2023 · An introduction to cross-sectional spatial regression analysis in Stata. In this post, I will show you how to gather Feb 15, 2024 · Step 2. Stata Journal 9: 321–326. 047 respectively. Distribution plots. Consider the linear regression model, y = β0 + β1x1 + β2x2 + u, u ~ N (0, σ2 ) and let us pretend that we have two groups of data, group=1 and group=2. Mar 5, 2015 · Posts: 418. It is also likely that you'll want clustered standard errors. However, this doesn't answer the substantive issues raised by Maarten and Carlo. If you xtset your data and use xtreg, fe, it will provide a test whether the country effects are zero. gen r2=. Multivariate Statistics Reference Manual, especially. 0 or above is required. preserve. Reshape wide to long format Once in Stata, you can reshape it using the command reshape: OTR 10 * Adding the prefix ‘gdp’ to column names. Not only that Nov 20, 2016 · Q: How to run regression by country and save the R squares? If you do financial/accounting research, you often have to run regressions by certain groups and save the regression results. rreg mpg weight foreign, genwt(w) (output omitted). There's no formal test that will tell you at which level to cluster. (2) this relationship is additive (i. In the first output, it's country 52; in the second output it's country 92. egen OK = anymatch(id), values(12 23 34 45 and so on) . Dec 1, 2021 · Ordinarily, the year + (1 + year | country) approach is sufficient for working with panel data, since the population-level year effects gets their own country-specific intercepts and slopes. o eststo may be used as a prefix command (see help prefix ). When I add overlay after the comma, Stata says that overlay option may not be used with multible variables, becasue I am plotting two variable for each country. Additional resources. References Cox, N. We will give an overview of the theoretical concepts necessary to understand regression models and show you how to fit them using Stata. , data checking, getting familiar with your data file, and examining the distribution of your variables. ec_sector. Tweet. We will illustrate the basics of simple and multiple regression and demonstrate Nov 16, 2022 · 1. I also agree creating 173 dummy variables is overcome. In my last post, I showed you how to create a table of statistical tests using the command () option in the new and improved table command. So I tried reg y x i. Read this as generate the new variable OK that is 1 (true) if id is equal to any of the values specified and 0 where x_i is the ith independent variable in the regression. Regression fit plots. Jul 16, 2023 · Time or year fixed effect is used to control the impact of the year on the dependent variable. – Bicep. foreach i in 0 1 {. Then, we can proceed to use the logit command to regress our binary outcome variable, highbp, on one of our predictors, such as bmi. These intercepts can be represented by a set of binary variables, and these binary variables absorb the influences of all omitted variables that differ from one entity to the next but are constant over time. 13. do: clear all. The by preﬁx cannot be part of command. Finally, the “GLS” and “robust” approaches can be combined. We can use the atmeans option to evaluate this at the mean of the independent variables or the at() option to specify specific values of the independent variables. 03 and 0. drug - 4. Let’s pretend that we did this:. In this guide I will show how to do a regression analysis with control variables in Stata. Larger and fewer clusters have less RE: st: How to get country-specific effects as difference from averageeffect? Another method to get results directly is to use effects coding instead of dummy coding. Dicle, M. So you simply have to manage to create a dummy variable that identifies your subsample, and then regress with this if condition. Statalist, but didn't manage to do exactly what I wanted. Here we specify that country is the panel variable, and year is the time variable, by command deﬁnes the statistical command to be executed. Dec 31, 2023 · A bare-bones combomarginsplot resulting from four separate multiple regression models (scheme= “stcolor” from Stata v. In effects coding, in addition to the one signifying group membership, (country) you code a -1 for the control group (say country 1). If you read -help xtset- you will see that -xtset- allows you to specify one or two variables. Throughout the appendix, Stata commands are shown in bold font and comments using regular font. year i. The first variable is mandatory and identifies the panel or group--in your case that would be the SIC code. User-extensible commands. whatever if foreign == `i'. May 28, 2020 · 1. Delta delta() speciﬁes the period between observations in timevar and is commonly used when timevar is %tc. But. country_number. delta() is only sometimes used with the other %t formats or with generic time variables. Join us for an intuitive introduction to regression modeling for continuous, binary, and count outcomes. Cameron UsingDiﬀerentBaseCategories • Bydefault,thesmallest-valuedcategoryisthebasecategory • Thiscanbeoverriddenwithincommands b#. 03 + 0. Nov 16, 2022 · Panel-data interval regression with random coefficients. Hereisan “ATT”ofbeingmale(earningsgapifwomen’ssampleisreweighted): 4rreg— Robust regression Technical note It would have been better if we had ﬁt the previous robust regression by typing rreg mpg weight foreign, genwt(w). 25. The second line converts that to a correlation matrix. To determine if a command allows factor variables, see the information printed below the options table for the command. estimation set. by checking online, I think I can use "xtreg Y X1 X2 X2, fe" but it seems that it dose not include the country, industry and year fixed effects. Stata also has a regression command that is specially tailored to do regression analysis on panel data, xtreg. egen obs = group (gtdid) sort obs. Candle charts for ﬁnancial technical analysis. Hi guys, I have a very simple question. We cannot use graph twoway lfit because we want the predictions to be based on a regression of log(GNP), not GNP. Run and save the third simple regression model: quietly reg gpa ib1. You are a social researcher interested in the relationship between income and happiness. Speaking Stata: Transforming the time axis. Each regression coefficient then represents Oct 6, 2016 · All the six countries within one group will appear in separate graphs. The first is to -xtset- the data. The code below does the job. log using regression. Stata can convert continuous variables to categorical and indicator variables and categorical variables to indicator variables. Consider services share of GDP in a country and its economic development (GDP per capita) in the last three decades. Example, if z==1 identifies your subsample : seemingly unrelated regression. 01 Jun 2015, 03:18. To quantify this relationship, we will now perform a simple linear regression. All you have to do to fix the problem is. , X and Y) and. If ylower and yupper record the upper and lower endpoints of the outcome, we could type. estimates store model2. With the stats model library in python, we can find out the coefficients, Table 1: Simple regression of sales on TV. Sep 29, 2022 · We form an interaction term or slope dummy variable named urb_reg4 by multiplying the dummy variable reg4 times the measurement variable urban. 15writers. This is a rarely used programmer’s option. // run the regression with the condition that year is between yr. Values for β0 and β1 are 7. Step 4: Perform simple linear regression. 3 years of cross sectional data (10 year gaps in between). 18). The data are from three periods: 'before', 'during', and 'after' a shock. I want to measure FTA impact trade flow and want to use country fixed effect. The beta coefficient will give your estimated effect of initial GDP on subsequent GDP growth rates. Basic panel methods require at least two “waves” of measurement. by repeats the stata cmd for each group deﬁned by varlist. Stata Journal 2: 86–102. year in your regression variable list and Stata automatically creates virtual indicator variables for all but one of them. Stata Journal 6: 397–419. D Harwood < [email protected] >: First -tsset- the data, -sort- by code and year, and then compute the difference: by code: g growth=d. The ﬁrst time we graphed the results, we discovered that there was no way we could make the names of these two countries ﬁt on our graph, so we shortened them. Sadly, I cannot get this code, or any variation, to run. 2 September 2021 Chuck Huber, Director of Statistical Outreach 1 Comment. 0 the event did not occur 1 the event did occur. Equally as important as its ability to fit statistical models with cross-sectional time-series data is Stata's ability to provide meaningful summary May 23, 2018 · Stata tutorial on panel regression, from www. Statistics >Longitudinal/panel data >Contemporaneous correlation >GLS regression with correlated disturbances Description xtgls ﬁts panel-data linear models by using feasible generalized least squares. Nov 16, 2022 · Overview. For this demonstration, I will use the historical exchange rate data in the following article: “Sanctions and the Exchange Rate in Time” by Barry Eichengreen, Massimo Ferrari Minesso Nov 10, 2020 · 1 1. If I add a country-year dummy, I am controlling for trends that are country specific. // now replace coeff equal to the coefficient on Rm_Rf with the same. Please check the following variables. Apr 23, 2020 · Hi, I am a fresher of STATA, and expect to analysis the panel data by simple regression, which includes the country, industry and year fixed effects. Dong: as an aside to Joseph's helpful code, your two codes asks Stata to consider different groups of observations, as you can see from the following toy-example: Code: . What could be the reason for this? Note the larger value for the race coefﬁcient (and smaller p-value) in the OLS regression. Nov 16, 2022 · This is particularly true for models with interaction terms. One way to construct your panel is to create a single record for each combination of unit (country, firm, individual) and time period. Most Stata commands and user-written programs can be used with statsby, as long as they follow standard Stata syntax and allow the if qualiﬁer; see [U] 11 Language syntax. The difference is an accident of which indicator (dummy) is omitted, as at least one of them must be. I have already gathered the required data for the time period in question and determinants as well. 7) andCameron and Trivedi(2010, chap. regress— Linear regression 5 SeeHamilton(2013, chap. capture log close. If I add a year dummy I account for trends (I would say world trends in this case). // and yr-3 (which is what you write in your example) // and the CompanyID is the same as in the regression. Description. We can now use age1 age2 height , age1ht and age2ht as predictors in the regression equation in the regress command below. Rename a cluster. wage inequality, long-term unemployment, low birthweight, financial risk. Suppose you have panel data and want to fit a random-effects model to an interval-measured outcome such as income bracket or age group. Type the following into the Command box to perform a simple linear regression using weight as an explanatory variable and mpg as a response variable. One common pattern is to cycle through all values of a classifying variable. You can obtain the matrix by typing. Keywords: sbe23 1, metareg, meta-regression, meta-analysis, permutation test, multiple testing 1 Introduction Meta-analysis regression, or meta-regression, is an extension to standard meta-analysis If the model is overidentified, clustered errors can be used with two-step GMM or CUE estimation to get coefficient estimates that are efficient as well as robust to this arbitrary within-group correlation—use ivreg2 with the cluster(v) gmm2s option set. ec_sector, I get a negative relation with the same variables: xtreg price_outliers esg_score_w roa_w eps_w bv_pershare_w lev_w size_w i. Pie charts. g. It requires that we first specify the structure of the panel data with xtset, which you can read about in another post. Stored Mar 25, 2024 · Logistic Regression: Logistic regression is used when the dependent variable is binary or categorical. drug = 4. A popular request on the help line is to describe the effect of specifying [aweight=exp] with regress in terms of transformation of the dependent and independent variables. This graph shows the results of all four models at once. Stata wants the coding. Source | SS df MS Number of obs = 35. Stata tip 76: Separating seasonal time series. generate urb_reg4 = urban * reg4. Nov 16, 2022 · foreach offers a way of repeating one or more Stata commands; see also [P] foreach. 1 the event did not occur 2 the event did occur. ( 1) 3. 2009a. 2009b. replace dep_var = dep_var - 1. If you think that the regressors or the errors are likely to be uncorrelated within a potential group, then there is no need to cluster within that group. It's the same model. Run and save the multiple regression model: 6table regression— Table of regression results Remarks and examples stata. Date. This test will have 2 df because it compares three regression coefficients. Then the relation becomes, Sales = 7. The logit command fits a logistic regression model, which estimates the log odds of the outcome as a linear function of the predictors. DescriptionQuick startMenu SyntaxOptions for RE modelOptions for BE model Options for FE modelOptions for MLE modelOptions for PA model Remarks and examplesStored resultsMethods and formulas Jul 17, 2017 · However, when I am running the loop it is only giving me 1,324 regression outputs. lnGDP which is roughly the percentage change in levels. The resulting variable urb_reg4 equals urban for countries in Europe, and zero for all other countries. Scatter and line plots. Nov 8, 2019 · 2 Answers. (If you want to control which one, you can do so--see -help fvvarlist- for details. egen country_id=group(country_var) **Create empty variable to store the R square. to produce a graph, and included support for the predict command. For this reason, noisure can be speciﬁed only when constraints() is speciﬁed. First, we’ll add extra year-specific random effects. F. 6 countries. In this case, we have to provide the country name and use by country command. Nov 16, 2022 · Title : Comparison of standard errors for robust, cluster, and standard estimators: Author: William Sribney, StataCorp Dec 22, 2016 · Then you just include i. Jul 18, 2021 · I am trying to estimate the determinants of firms' productivity by applying cross-section analysis. 4. Full set of tools to ease making additions. Fitting Logit Model with One Predictor. So even if later on they grew enough to change ranks, the later data would still be in the regression pool. For example, you may want to present some demographics, such as average age and average income. test 3. We are often interested in the whole distribution and not only in the expected value of Y, e. 3) for an introduction to linear regression using Stata. Speaking Stata: How to move step by: step. Stata 8. drug = 0. A more relevant example: Democracy and life expectancy ¶ Let's start by loading the data, which in this case is the QoG Basic dataset, with information about the world's countries. We could estimate the models separately by typing. Re: st: Computing GDP growth using a log-linear regression. estimates store model1. com Remarks are presented under the following headings: Introduction Tables with results from a single command Tables with results from multiple estimation commands Regression results with factor variables Introduction May 4, 2021 · This article will teach you the fundamentals of running regressions in Stata. creates a variable with that coefficient. I have 20 of them. matrix accum R = varlist, noconstant deviations. I would to use trade data and iso3i is export from country(I) to country (j) and iso3j is export from country j to country I. group i. May 26, 2023 · When running a regression, we are making two assumptions, (1) there is a linear relationship between two variables (i. The logistic regression model applies a logistic or sigmoid function to the linear combination of the independent variables. Mon, 21 Jul 2008 11:18:17 -0400. the dependent variable is group-level, Independent variables is country level. 2020. In this vide Nov 16, 2022 · In addition, Stata can perform the Breusch and Pagan Lagrange multiplier (LM) test for random effects and can calculate various predictions, including the random effect, based on the estimates. You probably have a dependent variable that is coded as 1 and 2 for the two outcomes. Dec 15, 2023 · For my research, I need to do multiple FE with panel data. keep if OK. This command allows estimation in the presence of AR(1) autocorrelation within panels and cross-sectional correlation and heteroskedasticity Mark a cluster analysis as the most recent one. Y(τ|X) = X0β(τ) Distribution regression (DR) estimates the Ben Jann (ben. Take a look at help collapse and help tabstat for obtaining mean values and other statistics. country and i. **Create a numeric ID using egen command. The code I am using is as follows: Code: use evtstudydata, clear. Prob > F = 0. But I was wondering what commands to run on stata to perform a simple cross-sectional analysis and obtain meaningful results. which tests the null hypothesis: Ho: B1 = B2 = B3. The mechanical answer is that typing. You will probably miss most outliers if you winsorize 1% in each tail. In Stata, use the command regress, type: Oct 15, 2019 · 15 Oct 2019, 11:57. ch) dstat 2021 Stata Conference 24 Furthermore,dstat supportsIPWcovariatebalancing. summarize w, detail Robust Regression Nov 30, 2021 · In this video, Dewan, one of the Stats@Liverpool tutors at The University of Liverpool, demonstrates how to plot quantile regressions using the software STATA. jann@unibe. The new variable, w, would then contain the estimated weights. The first statement uses the egen command. Studies of high quality data generally show percentages of gross errors higher than 1% in each tail, sometimes much higher. reg price mpg turn if turn>40. My research interests focus on the integration of development economics, spatial data science, and econometrics to understand and inform the process of sustainable development across subnational regions and countries. J. If stata cmd stores results, only the results from the last group on which stata cmd executes will be stored. (1978 Automobile Data) . Sep 2, 2021 · Customizable tables in Stata 17, part 6: Tables for multiple regression models. . For instance, the 3rd option does not work with 8 regressions, as the output appears quite jumbled . By default, margins evaluates this for each observation and reports the average of the elasticities. Jan 21, 2016 · Using fixed effects with pooled cross-sectional data? Data: pooled cross-sectional data. Specifically, I was wondering whether count() wouldn't take string variables in earlier versions, but I think that it did in 13. Dot charts. We can also use country or industry fixed effect. . To that end, I disagree with the default levels of 1% winsorization in winsor2. The main. We could have more groups; everything said below generalizes to more than two groups. Title stata. The assumption of homogeneity of variance in OLS means that the mean for black men pulls the regression line higher than in the vwls regression, which takes into account the larger variance for black men and reduces its effect on the regression. Sep 4, 2023 · I wanted to include country fixed effects in my regression model. 7234. F( 1, 46) = 0. , Y= x1 + x2 + …+ xN) Technically, linear regression estimates how much Y changes when X changes one unit. If the command allows factor variables, it will say something like “indepvars may contain factor variables”. Run and save the second simple regression model: quietly reg gpa bullied if pop_linear ==1. Build a variable with those coefficients. By default, var obtains estimates in the presence of constraints through iterated seemingly unrelated regression. Dohoo, Martin, and Stryhn(2012,2010) discuss linear regression using examples from epidemiology, and Stata datasets and do-ﬁles used in the text are available. You survey 500 people whose incomes range from 15k to 75k and ask them to rank their happiness on a scale from 1 to 10. Learn how to implement ordinary least-squares regression; maximum likelihood estimation for xtreg ﬁts regression models to panel data. It'll be easier to help if you can provide a reproducible data example, as what has been provided isn't in a format that is particularly helpful for those trying to assist you. Stata's test allows you to perform tests directly on the coefficients of the underlying regression model. Start a do file as usual, and save it as regression. 2019. Feb 17, 2015 · Country fixed effects should capture systematic differences in the financial environment across countries (such as bankruptcy laws) while industry fixed effects (controlling for manufacturing, commerce, and retail firms) control for systematic differences in risk & performance across sector types. In particular, xtreg with the be option ﬁts random-effects models by using the between regression estimator; with the fe option, it ﬁts ﬁxed-effects models (by using the within regression estimator); and with the re option, it ﬁts random-effects menl— Nonlinear mixed-effects regression 3 Syntax menl depvar = <menlexpr> if in, options <menlexpr> deﬁnes a nonlinear regression function as a substitutable expression that contains model parameters and random effects speciﬁed in braces {}, as in exp({b}+{U[id]}); see Random-effects substitutable expressions for details. May 18, 2015 · which would regress my variable (tax ratio) against some averaged gdp data from countries that were in the bottom quartile of GDPs in 1960 alone. We'll use the auto data set that comes with Stata throughout. In other words, I control for time constant omitted variable bias. 3. Thus, with the auto data, we could cycle through all the values of foreign or rep78 . local vars atx bel20 omxc20 omxh cac40 dax30 athex iseq mib aex obx psi20 ibex35 omxs30 smi ftse100. ROC analysis. Dec 29, 2023 · In this blog, I will show you how to compute descriptive statistics by country in a panel data thanks to the Stata command putexcel in a few simple steps. Or in 2 lines: tsset code year bys code (year): g growth Fixed effects with xtreg. This first chapter will cover topics in simple and multiple regression, as well as the supporting tasks that are important in preparing to analyze your data, e. 047 * TV. //real work goes here. 05 Mar 2015, 08:30. ld sd fi kk ge pz ua nm kh en